+349.8%
EWZ vs UTHR
+866.9%
-517.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.8% |
| 7D | -1.5% | -6.1% | +4.7% | -0.4% |
| 30D | -24.5% | +3.1% | -27.6% | -25.0% |
| 3M | -10.7% | +5.5% | -16.2% | -11.9% |
| 6M | -19.1% | -5.8% | -13.3% | -18.7% |
| YTD | +1.6% | +15.3% | -13.7% | -1.9% |
| 1Y | +4.3% | +23.8% | -19.5% | -0.6% |
| 3Y | +19.0% | +146.3% | -127.3% | -2.6% |
| 5Y | +57.7% | +177.8% | -120.1% | +24.5% |
| 10Y | +51.3% | +392.4% | -341.1% | +3.9% |
| All | +349.8% | +866.9% | -517.1% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling